MeanReversion - LogReturn/Vola ZScore

2023年9月22日

Shows the z-Score of log-return (blue line) and volatility (black line). In statistics, the z-score is the number of standard deviations by which a value of a raw score is above or below the mean value.

This indicator aggregates z-score based on two indicators:

MeanReversion by Logarithmic Returns
https://de.tradingview.com/script/ZAMr1ysQ/

MeanReversion by Volatility
https://de.tradingview.com/script/A3WemNZ5/

Change the time period in bars for longer or shorter time frames. At a daily chart 252 mean on trading year, 21 mean one trading month.